+53,327.2%
SMTC vs AME
+18,892.6%
+34,434.6%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.6% | +9.8% | +10.0% |
| 7D | +12.9% | +1.1% | +11.8% | +13.2% |
| 30D | -25.6% | -4.1% | -21.5% | -22.4% |
| 3M | -4.5% | -6.3% | +1.8% | +1.6% |
| 6M | -8.3% | +3.5% | -11.8% | -7.0% |
| YTD | +69.9% | +17.3% | +52.7% | +61.4% |
| 1Y | +73.9% | +22.0% | +51.9% | +61.7% |
| 3Y | +757.7% | +62.0% | +695.7% | +583.0% |
| 5Y | +38.7% | +78.5% | -39.8% | +6.2% |
| 10Y | +376.1% | +441.6% | -65.5% | +110.4% |
| All | +53,327.2% | +18,892.6% | +34,434.6% | +5,717.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling